that time/ then/ at that time. – English Grammar – English – The Free Dictionary Language Forums

“then” and “at that time” would be the two I would use, and both would mean the same thing, and both would indicate that specific time of day.

However, “that time” would only be used if you were aware of an additional occurrence.

For example, the person came by in the morning, knocked on your door for the first time, and you answered.

However, later in the day, that same person came by, knocked on the door, and you were not home. You could then say, “I wasn’t at home that time (when you knocked the second time. The emphasis is on the second occasion, not the time of day.).”